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ZKB Call Warrant auf
Adyen N.V.

ISIN: CH1268384604 Security: 126838460 Symbol: ADY8JZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.36
Change -7.69% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +195.83%
Year to date (YTD) +16.13%
1 month -33.33%
3 months -38.98%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue800.00
Premium0.01%
Premium p.a.0.13%
Leverage3.15
Implied volatility0.78

Reference data

ISIN CH1268384604
Symbol ADY8JZ
Security 126838460
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Adyen, NL0012969182
Underlying ISIN NL0012969182
Strike 900.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 1000
Value day 22.08.2023

Key figures

Premium 1.50%
Premium p.a. 12.99%
Leverage 3.45
Implied volatility 78.02%
Moneyness in-the-money
Leverage 3.1519
Delta 0.9136
Gamma 0.0000
Theta -0.0007
Rho 0.0009
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 1'259.76
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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